PREVIEW / futures_5min / 2024-04-12

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-04-12.parquet
  size:    336 KB
  rows:    16,670

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2024-04-12 00:00:00	ES	Futures	5565.11	5565.64	5565.11	5565.11	254.0
2024-04-12 00:05:00	ES	Futures	5565.37	5565.64	5564.58	5565.37	298.0
2024-04-12 00:10:00	ES	Futures	5565.64	5566.43	5565.64	5566.43	330.0
2024-04-12 00:15:00	ES	Futures	5566.17	5566.43	5565.9	5566.17	103.0
2024-04-12 00:20:00	ES	Futures	5566.17	5566.17	5565.9	5565.9	100.0
2024-04-12 00:25:00	ES	Futures	5566.17	5566.97	5565.9	5566.43	277.0
2024-04-12 00:30:00	ES	Futures	5566.7	5566.97	5566.43	5566.43	215.0
2024-04-12 00:35:00	ES	Futures	5566.43	5566.7	5565.64	5565.64	289.0
2024-04-12 00:40:00	ES	Futures	5565.9	5566.17	5565.11	5565.37	178.0
2024-04-12 00:45:00	ES	Futures	5565.11	5565.9	5564.84	5565.64	158.0
2024-04-12 00:50:00	ES	Futures	5565.9	5566.43	5565.64	5566.17	190.0
2024-04-12 00:55:00	ES	Futures	5566.43	5566.7	5565.11	5565.11	312.0
2024-04-12 01:00:00	ES	Futures	5565.11	5565.64	5564.58	5565.37	508.0
2024-04-12 01:05:00	ES	Futures	5565.37	5565.9	5565.11	5565.9	176.0
2024-04-12 01:10:00	ES	Futures	5565.64	5565.9	5565.37	5565.9	258.0
2024-04-12 01:15:00	ES	Futures	5565.9	5566.7	5565.64	5566.7	282.0
2024-04-12 01:20:00	ES	Futures	5566.43	5566.97	5565.9	5566.17	416.0
2024-04-12 01:25:00	ES	Futures	5565.9	5566.17	5565.37	5565.37	266.0
2024-04-12 01:30:00	ES	Futures	5565.37	5565.9	5565.11	5565.11	276.0
2024-04-12 01:35:00	ES	Futures	5565.11	5565.37	5564.05	5564.31	428.0
2024-04-12 01:40:00	ES	Futures	5564.05	5565.64	5564.05	5565.64	432.0
2024-04-12 01:45:00	ES	Futures	5565.64	5565.64	5564.31	5564.58	344.0
2024-04-12 01:50:00	ES	Futures	5564.58	5566.17	5564.58	5564.84	484.0
2024-04-12 01:55:00	ES	Futures	5565.11	5565.9	5564.31	5564.31	581.0
2024-04-12 02:00:00	ES	Futures	5564.31	5565.11	5562.72	5564.58	1292.0
2024-04-12 02:05:00	ES	Futures	5564.58	5566.7	5564.31	5564.58	959.0
2024-04-12 02:10:00	ES	Futures	5564.84	5565.64	5563.78	5563.78	677.0
2024-04-12 02:15:00	ES	Futures	5564.05	5567.5	5563.78	5567.23	989.0
2024-04-12 02:20:00	ES	Futures	5567.23	5567.5	5564.58	5564.58	841.0
2024-04-12 02:25:00	ES	Futures	5564.58	5566.7	5564.31	5566.43	680.0
2024-04-12 02:30:00	ES	Futures	5566.7	5567.5	5564.84	5565.9	1085.0
2024-04-12 02:35:00	ES	Futures	5566.17	5566.97	5565.64	5565.9	631.0
2024-04-12 02:40:00	ES	Futures	5565.9	5568.56	5565.9	5567.23	1027.0
2024-04-12 02:45:00	ES	Futures	5567.5	5569.88	5567.5	5568.03	1147.0
2024-04-12 02:50:00	ES	Futures	5568.03	5568.29	5566.97	5567.76	737.0
2024-04-12 02:55:00	ES	Futures	5567.76	5568.03	5566.97	5567.5	640.0
2024-04-12 03:00:00	ES	Futures	5567.5	5569.88	5566.7	5569.62	1889.0
2024-04-12 03:05:00	ES	Futures	5569.62	5569.88	5567.5	5569.09	1940.0
2024-04-12 03:10:00	ES	Futures	5569.09	5569.62	5566.43	5568.03	2236.0
2024-04-12 03:15:00	ES	Futures	5567.76	5568.56	5566.17	5567.23	1420.0
2024-04-12 03:20:00	ES	Futures	5567.5	5568.29	5564.31	5564.84	1875.0
2024-04-12 03:25:00	ES	Futures	5564.58	5565.64	5563.52	5565.37	1254.0
2024-04-12 03:30:00	ES	Futures	5565.37	5567.23	5564.58	5565.37	1587.0
2024-04-12 03:35:00	ES	Futures	5565.64	5566.97	5565.11	5566.43	1718.0
2024-04-12 03:40:00	ES	Futures	5566.43	5566.7	5563.78	5565.37	1449.0
2024-04-12 03:45:00	ES	Futures	5565.37	5566.43	5563.52	5566.43	1243.0
2024-04-12 03:50:00	ES	Futures	5566.43	5566.97	5565.64	5566.43	1087.0
2024-04-12 03:55:00	ES	Futures	5566.43	5566.97	5565.37	5565.9	1045.0
2024-04-12 04:00:00	ES	Futures	5565.9	5568.03	5565.11	5566.43	1837.0
2024-04-12 04:05:00	ES	Futures	5566.43	5566.43	5564.05	5566.43	1255.0

> showing 50 of 16,670 rows — these rows as CSV

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